I'm guessing because it could be pretty cold by then, especially at night. I still remember going to see PJ at Alpine Valley in early October (October 8, 2000 as I look it up now) and it was below freezing. Only set of their entire tour that they didn't play a 2nd encore.
Additionally, as much as we know it will never happen, they would get killed by their fans for outright admitting before the season that they have no chance of making the playoffs.